No frost outside my Nassau County door this morning, but when I pulled up to Newsday's Melville headquarters it was everywhere. I suspect frost already has made an appearance farther east; leave a comment if you've had any.
This is considered a light frost, not the first "hard" frost, which likely would kill off tender plants and annuals that are still hanging on. That typically occurs when temperatures drop into the 20s overnight. And neither should be confused with a "freeze," of which there are three degrees, so to speak: light, moderate and severe. It's usually after a few severe freezes that the ground becomes solid, indicating it's time to apply winter mulch. This usually happens around the middle of December, though I see some landscapers applying mulch every year as early as September. That practice has nothing to do with protecting your plants and everything to do with the landscaper trying to spread out the work load over the fall months.
Winter mulch, designed to protect tender crowns, roots and bulbs from freezing and heaving, could do more harm than good if applied before the ground is frozen. It's supposed to keep the soil temperature even (frozen) to ensure plants don't come out of dormancy during warm spells and to keep the roots, bulbs, tubers, rhizomes, etc., from getting pushed out of the ground during the constant freeze-thaw cycles that occur over the winter. Applying mulch while the soil is still warm will hold in the warmth and prevent or delay the freeze.
Winter mulch should be moved away from trunks and crowns after the danger of frost has passed, usually in the middle or end of May, though it can vary.